Posterior representations for Bayesian context trees: sampling, estimation and convergence
From MaRDI portal
Cites work
- A universal algorithm for sequential data compression
- A universal data compression system
- A universal prior for integers and estimation by minimum description length
- Almost sure invariance principles for partial sums of weakly dependent random variables
- Asymptotic minimax regret for data compression, gambling, and prediction
- Bayesian analysis of variable-order, reversible Markov chains
- Bayesian context trees: modelling and exact inference for discrete time series
- Bayesian nonparametric analysis of reversible Markov chains
- Bayesian regularization of the length of memory in reversible sequences
- Complexity of strings in the class of Markov sources
- Conditional Expectation and Unbiased Sequential Estimation
- Context tree estimation for not necessarily finite memory processes, via BIC and MDL
- Estimating the entropy of binary time series: methodology, some theory and a simulation study
- Estimation and Selection for High-Order Markov Chains with Bayesian Mixture Transition Distribution Models
- Estimation of Entropy and Mutual Information
- scientific article; zbMATH DE number 3954111 (Why is no real title available?)
- scientific article; zbMATH DE number 53676 (Why is no real title available?)
- scientific article; zbMATH DE number 2119076 (Why is no real title available?)
- scientific article; zbMATH DE number 2117879 (Why is no real title available?)
- scientific article; zbMATH DE number 3236503 (Why is no real title available?)
- scientific article; zbMATH DE number 3190745 (Why is no real title available?)
- Inference from iterative simulation using multiple sequences
- Law of the iterated logarithm for stationary processes
- Markov Chain Monte Carlo Convergence Diagnostics: A Comparative Review
- Model selection for variable length Markov chains and tuning the context algorithm
- Optimal sequential probability assignment for individual sequences
- Posterior representations for Bayesian context trees: sampling, estimation and convergence
- Prediction and Entropy of Printed English
- Recursive learning for sparse Markov models
- Regression theory for categorical time series
- Sampling-Based Approaches to Calculating Marginal Densities
- Some asymptotic properties of the entropy of a stationary ergodic data source with applications to data compression
- Some Limit Theorems for Stationary Processes
- Sparse Markov chains for sequence data
- Statistical learning theory and stochastic optimization. Ecole d'Eté de Probabilitiés de Saint-Flour XXXI -- 2001.
- Structured priors for sparse probability vectors with application to model selection in Markov chains
- The context-tree weighting method: basic properties
- The context-tree weighting method: extensions
- The functional law of the iterated logarithm for stationary strongly mixing sequences
- The mixture transition distribution model for high-order Markov chains and non-Gaussian time series
- The performance of universal encoding
- Universal Entropy Estimation Via Block Sorting
- Universal Estimation of Directed Information
- Variable length Markov chains
Cited in
(2)
This page was built for publication: Posterior representations for Bayesian context trees: sampling, estimation and convergence
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7022368)